15:13 New York (Handel von 09:30 - 16:00) 20:13 London (08:00 - 16:30) 21:13 Frankfurt (09:00 - 20:00) 04:13 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+4,12 |
+12,74 |
+8,59 |
+12,74 |
+24,02 |
-6,32 |
|
Volatilit?t (%) |
24,41 |
20,32 |
27,27 |
27,56 |
31,39 |
30,79 |
|
Sharpe Ratio |
8,92 |
7,04 |
1,15 |
0,48 |
0,31 |
0,04 |
|
Hoch |
17,60 |
17,60 |
17,60 |
18,20 |
18,20 |
25,75 |
|
Tief |
16,80 |
15,70 |
15,70 |
14,00 |
10,59 |
10,59 |
|
Ø-Preis |
17,14 |
16,57 |
16,48 |
16,23 |
15,26 |
17,27 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
0 |
0 |
0 |
0 |
0 |
0 |
|
Max. Verlustperiode (Handelstage) |
1 |
7 |
33 |
118 |
371 |
1.160 |
|
Max. Verlustperiode (Kalendertage) |
1 |
9 |
45 |
169 |
539 |
1.675 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0014 |
0,0010 |
0,0002 |
0,0001 |
5,3920 |
-5,5102 |
|
Alpha |
0,0088 |
0,0045 |
0,0011 |
0,0006 |
0,0001 |
-0,0001 |
|
Beta |
0,818 |
0,551 |
0,222 |
0,216 |
0,669 |
0,727 |
|
Korrelation |
0,756 |
0,408 |
0,143 |
0,156 |
0,445 |
0,450 |
|
Treynor Ratio |
0,019 |
0,183 |
0,269 |
0,469 |
0,319 |
-0,122 |
|
Tracking Error |
6,120 |
4,444 |
5,452 |
5,751 |
31,689 |
28,538 |
|
Relative Performance |
2,475 |
5,537 |
-0,044 |
10,065 |
-16,579 |
-51,371 |
|